-26.5%
KHC vs ZETA
+289.2%
-315.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -0.8% |
| 7D | -1.1% | +13.2% | -14.4% | -1.2% |
| 30D | +8.8% | +6.0% | +2.9% | +8.8% |
| 3M | -1.2% | +27.3% | -28.6% | -1.3% |
| 6M | +4.6% | +104.6% | -100.0% | +4.3% |
| YTD | +5.1% | +72.3% | -67.2% | +4.8% |
| 1Y | +6.2% | +76.3% | -70.1% | +5.9% |
| 3Y | -12.9% | +325.6% | -338.5% | -12.7% |
| 5Y | -16.8% | +254.2% | -271.0% | -16.0% |
| All | -26.5% | +289.2% | -315.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling